Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15.07.2024 1.65% 0.60 CHF 0.61 CHF 300'000 100'000 344'841 114'947 205'697 CHF 69'715 CHF 98.95% 98.95%
12.07.2024 1.41% 0.74 CHF 0.75 CHF 300'000 100'000 300'000 100'000 211'009 CHF 71'336 CHF 99.17% 99.17%
11.07.2024 1.43% 0.71 CHF 0.72 CHF 300'000 100'000 300'000 100'000 208'038 CHF 70'346 CHF 99.17% 99.17%
10.07.2024 1.46% 0.69 CHF 0.70 CHF 300'000 100'000 300'000 100'000 203'699 CHF 68'900 CHF 98.71% 98.71%
09.07.2024 1.42% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 210'276 CHF 71'092 CHF 99.16% 99.16%
08.07.2024 1.26% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 236'533 CHF 79'845 CHF 99.15% 99.15%
05.07.2024 1.27% 0.79 CHF 0.80 CHF 300'000 100'000 300'000 100'000 233'968 CHF 78'989 CHF 99.16% 99.16%
04.07.2024 1.37% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 216'991 CHF 73'331 CHF 99.17% 99.17%
03.07.2024 1.66% 0.59 CHF 0.60 CHF 300'000 100'000 322'854 107'618 193'051 CHF 65'427 CHF 99.16% 99.16%
02.07.2024 1.75% 0.60 CHF 0.61 CHF 300'000 100'000 425'950 141'983 240'542 CHF 81'601 CHF 99.16% 99.16%

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